ECBOT 10 Year T-Note Future June 2021
Trading Metrics calculated at close of trading on 16-Mar-2021 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Mar-2021 |
16-Mar-2021 |
Change |
Change % |
Previous Week |
Open |
131-260 |
131-310 |
0-050 |
0.1% |
132-020 |
High |
132-020 |
132-055 |
0-035 |
0.1% |
133-005 |
Low |
131-230 |
131-275 |
0-045 |
0.1% |
131-230 |
Close |
131-305 |
131-305 |
0-000 |
0.0% |
131-250 |
Range |
0-110 |
0-100 |
-0-010 |
-9.1% |
1-095 |
ATR |
0-205 |
0-197 |
-0-007 |
-3.7% |
0-000 |
Volume |
1,448,514 |
1,513,602 |
65,088 |
4.5% |
9,925,980 |
|
Daily Pivots for day following 16-Mar-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
132-298 |
132-242 |
132-040 |
|
R3 |
132-198 |
132-142 |
132-012 |
|
R2 |
132-098 |
132-098 |
132-003 |
|
R1 |
132-042 |
132-042 |
131-314 |
132-020 |
PP |
131-318 |
131-318 |
131-318 |
131-308 |
S1 |
131-262 |
131-262 |
131-296 |
131-240 |
S2 |
131-218 |
131-218 |
131-287 |
|
S3 |
131-118 |
131-162 |
131-278 |
|
S4 |
131-018 |
131-062 |
131-250 |
|
|
Weekly Pivots for week ending 12-Mar-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
136-020 |
135-070 |
132-158 |
|
R3 |
134-245 |
133-295 |
132-044 |
|
R2 |
133-150 |
133-150 |
132-006 |
|
R1 |
132-200 |
132-200 |
131-288 |
132-128 |
PP |
132-055 |
132-055 |
132-055 |
132-019 |
S1 |
131-105 |
131-105 |
131-212 |
131-032 |
S2 |
130-280 |
130-280 |
131-174 |
|
S3 |
129-185 |
130-010 |
131-136 |
|
S4 |
128-090 |
128-235 |
131-022 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
133-005 |
131-230 |
1-095 |
1.0% |
0-170 |
0.4% |
18% |
False |
False |
1,842,412 |
10 |
133-225 |
131-230 |
1-315 |
1.5% |
0-200 |
0.5% |
12% |
False |
False |
1,994,535 |
20 |
134-305 |
131-230 |
3-075 |
2.5% |
0-223 |
0.5% |
7% |
False |
False |
1,995,575 |
40 |
136-205 |
131-230 |
4-295 |
3.7% |
0-167 |
0.4% |
5% |
False |
False |
1,009,128 |
60 |
137-085 |
131-230 |
5-175 |
4.2% |
0-145 |
0.3% |
4% |
False |
False |
672,902 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
133-160 |
2.618 |
132-317 |
1.618 |
132-217 |
1.000 |
132-155 |
0.618 |
132-117 |
HIGH |
132-055 |
0.618 |
132-017 |
0.500 |
132-005 |
0.382 |
131-313 |
LOW |
131-275 |
0.618 |
131-213 |
1.000 |
131-175 |
1.618 |
131-113 |
2.618 |
131-013 |
4.250 |
130-170 |
|
|
Fisher Pivots for day following 16-Mar-2021 |
Pivot |
1 day |
3 day |
R1 |
132-005 |
132-045 |
PP |
131-318 |
132-025 |
S1 |
131-312 |
132-005 |
|